Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 357435.42
Profit in pips
48620.2 pips
Yrly Avg profit
$ 19949.47
Yrly Avg % ret
79.8 %
CAGR
15.44 %
# of trades
19144
Sharpe ratio
0.15
Profit factor
2.46
Return / DD ratio
35.54
Winning %
97.02 %
Drawdown
$ 10056.59
% Drawdown
3.12 %
Daily Avg profit
$ 73.26
Mthly Avg profit
$ 1662.49
Average trade
$ 44.18
Annual% / Max DD%
4.95
R Expectancy
0.04 R
R Exp score
46.66 R
SQN
28.61
SQN score
47.27
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S1 | euraud | euraud | unknown | $ 23871.2 | 5538.3 pips | 2099 | 0.05 | 1.51 |
| S2 | eurcad | eurcad | unknown | $ 27908.88 | 6175 pips | 2266 | 0.11 | 1.71 |
| S3 | eurchf | eurchf | unknown | $ 139141.4 | 16516 pips | 5150 | 0.44 | 5.21 |
| S4 | eurgbp | eurgbp | unknown | $ 103677.26 | 9998.4 pips | 4359 | 0.36 | 3.72 |
| S5 | eurusd | eurusd | unknown | $ 62836.68 | 10392.5 pips | 5270 | 0.08 | 1.72 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S1 | euraud | 7.72 | 94.43 % | $ 3093.31 | 60.12 % | $ 1655.4 | $ 137.98 | $ 10.4 |
| S2 | eurcad | 6.01 | 92.54 % | $ 4644.57 | 24.1 % | $ 1717.39 | $ 143.12 | $ 10.63 |
| S3 | eurchf | 39.68 | 98.82 % | $ 3506.37 | 3.15 % | $ 7914.04 | $ 659.44 | $ 41.7 |
| S4 | eurgbp | 32.97 | 98.76 % | $ 3144.6 | 3.27 % | $ 5868.15 | $ 489.04 | $ 32.57 |
| S5 | eurusd | 10.92 | 96.77 % | $ 5756.77 | 23.65 % | $ 3506.93 | $ 292.26 | $ 15.71 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2021 | 1055.69 | 765.76 | 2622.17 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4443.62 |
| 2020 | 1027.01 | 568.89 | 2040.5 | -848.49 | 1439.53 | 1509.22 | 2444.55 | 1438.88 | 1240.95 | 352.76 | 1286.17 | 1479.91 | 13979.88 |
| 2019 | 1869.9 | 1123.59 | -396.19 | 1002.68 | 1774.39 | 1566.71 | 851.73 | 539.01 | 916.38 | 1336.77 | 958.37 | 928.93 | 12472.27 |
| 2018 | 1915.62 | 1526.4 | 2093.25 | 1129.18 | 362.42 | 1194.13 | 1175.21 | 770.03 | 773.35 | 977.25 | 942.23 | 2157.79 | 15016.86 |
| 2017 | 2980.48 | 644.44 | 2106.38 | -357.99 | 491.54 | 2287.17 | 156.83 | -232.05 | 1881.21 | 837.41 | -520.07 | 410.55 | 10685.9 |
| 2016 | -1976.37 | -560.69 | 949.38 | 429.1 | -885.08 | 2116.19 | 754.15 | 1808.04 | 1579.95 | 2595.76 | 2055.95 | -89.98 | 8776.4 |
| 2015 | 269.97 | 971.05 | 616.72 | 1072.92 | -2994.39 | -838.82 | 1671.86 | 2130.9 | -2336.15 | 999.29 | -561.41 | -2915.63 | -1913.69 |
| 2014 | 705.69 | 715.59 | 325.13 | 658.04 | 575.3 | 486.24 | 338.64 | -1598.61 | -137.36 | 1139.36 | 1050.31 | 427.22 | 4685.55 |
| 2013 | 836.67 | 728.91 | 1288.16 | 959.27 | 1697.17 | 1208.69 | 727.48 | 1468.24 | -142.77 | 906.83 | 1066.45 | 2009.64 | 12754.74 |
| 2012 | 2606.76 | -410.69 | 2155.1 | 896.95 | -49.46 | -845.41 | 912.24 | 1139.91 | -603.24 | -251.47 | 336.54 | 2166.83 | 8054.06 |
| 2011 | 1800.13 | -314.38 | 596.71 | 621.63 | 1111.6 | 1773.29 | 723.49 | 915.8 | 517.19 | 1975.38 | 1071.73 | 1112.9 | 11905.47 |
| 2010 | 69.9 | 2846.62 | 3578.03 | 76.66 | -18.19 | 1139.54 | 1720.89 | 2413.76 | 884.25 | -845.74 | -1311.84 | 657.16 | 11211.04 |
| 2009 | 890.69 | 1004.03 | 2138.42 | 2349.25 | 551.11 | 3488.73 | 958.49 | 4565.25 | 4120.6 | 1479.33 | 828.1 | 3897.14 | 26271.14 |
| 2008 | -169.36 | 2062.51 | -1185.93 | 1756.47 | 2790.57 | 2592.75 | 3446.67 | 39.24 | -83.61 | -1440.25 | 675.13 | 2930.46 | 13414.65 |
| 2007 | 2779.81 | 2907.25 | 2289.31 | 3770.3 | 3141.86 | 455.61 | 1707.16 | 1694.92 | 2688.63 | 1241.81 | 51.71 | 2443.74 | 25172.11 |
| 2006 | 1869.59 | 1074.68 | 817.96 | 2058.53 | 4516.28 | 4159.3 | 6417.26 | 6487.8 | 4785.21 | 4587.22 | 3671.16 | 2265.6 | 42710.59 |
| 2005 | 2866.05 | 3146.9 | 2847.95 | 2175.35 | 2381.61 | 6486.02 | 5209.92 | 8318.38 | 5666.67 | 3840.5 | 3004.8 | 2918.29 | 48862.44 |
| 2004 | 5542.9 | 4701.83 | 3317.02 | 4059.32 | 7343.98 | 5049.21 | 5941.43 | 4784.91 | 3722.91 | 5128.17 | 5178.43 | 4535.75 | 59305.86 |
| 2003 | 0 | 0 | 0 | 0 | 448.9 | 962.54 | -171.23 | 3210.21 | 5686.67 | 5960.87 | 6518.47 | 7010.1 | 29626.53 |
Stats
Strategy
| Wins/Losses Ratio | 32.53 | Payout Ratio (Avg Win/Loss) | 0.08 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -15.54 | Z-Probability | 99.9 % |
| Expectancy | 18.67 | Deviation | $ 93.84 | Exposure | -999999999 % |
| Stagnation in Days | 537 | Stagnation in % | 8.21 % |
Trades
| # of Wins | 18573 | # of Losses | 571 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 601580.38 | Gross Loss | $ -244144.96 | Average Win | $ 32.39 | Average Loss | $ -427.57 |
| Largest Win | $ 1006.49 | Largest Loss | $ -740.73 | Max Consec Wins | 373 | Max Consec Losses | 5 |
| Avg Consec Wins | 37.67 | Avg Consec Loss | 1.16 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
